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Step size initialization uses GLOBAL RNG instead of reproducible RNG from caller #306

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getzdan opened this issue Dec 23, 2022 · 0 comments

getzdan commented Dec 23, 2022

AdvancedHMC.jl/src/trajectory.jl

Line 770 in 6a55a3f

return find_good_stepsize(GLOBAL_RNG, h, θ; max_n_iters=max_n_iters)

This caused an actual reproducibility problem, see Discourse thread:
https://discourse.julialang.org/t/stablerng-in-turing-is-not-producing-reproducible-output/92032

To get RNG from caller, it might need to be perculated down from callers, with a few other changes needed.

torfjelde mentioned this issue

StableRNG in Turing is not yielding reproducible output TuringLang/Turing.jl#1923

Closed

sourish-cmi mentioned this issue

Adding bayesian numerical tests xKDR/CRRao.jl#69

Merged

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